Description

This analysis provides a forecast of ETC prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-08 25.873173 29.408885 33.213845 37.608548 42.539982 47.898348 54.157090
2024-12-15 20.471508 25.242536 30.767290 37.619954 45.873062 55.472993 67.465967
2024-12-22 17.523352 22.769117 29.135311 37.397340 47.800694 60.427320 76.872245
2024-12-29 15.495094 21.085029 28.154129 37.698181 50.188818 65.914696 87.140671
2025-01-05 14.292016 20.234406 28.018777 38.888109 53.585815 72.670526 99.212978
2025-01-12 12.751288 18.737224 26.841414 38.517391 54.791338 76.533030 107.613961
2025-01-19 10.961542 16.694090 24.704495 36.595812 53.654020 77.065949 111.414045
2025-01-26 10.286674 16.166606 24.613701 37.484949 56.416691 83.013244 122.916617
2025-02-02 9.717389 15.730140 24.595382 38.437453 59.277074 89.194576 135.019403
2025-02-09 8.914959 14.858664 23.849234 38.227293 60.372838 92.843130 143.589151
2025-02-16 8.131483 13.942561 22.953138 37.700375 60.918158 95.656626 151.002709
2025-02-23 7.595655 13.374605 22.545552 37.882461 62.525750 100.094979 161.025403
2025-03-02 7.176647 12.976778 22.396486 38.490569 64.877741 105.857407 173.493853
2025-03-09 6.721295 12.478622 22.045689 38.741767 66.666385 110.830765 184.987622
2025-03-16 6.210203 11.835325 21.396950 38.435783 67.496501 114.285005 194.179235
2025-03-23 5.859702 11.445567 21.144591 38.769529 69.383555 119.498127 206.417404
2025-03-30 5.682434 11.354711 21.398946 39.982519 72.806774 127.362225 223.341825
2025-04-06 5.271990 10.793436 20.777041 39.604772 73.455471 130.627639 232.733696
2025-04-13 4.668856 9.812141 19.323395 37.631803 71.179381 128.818648 233.418929
2025-04-20 4.514753 9.694016 19.449498 38.544613 74.077967 135.983683 249.791261
2025-04-27 4.378025 9.598547 19.608718 39.522058 77.134546 143.546278 267.168760
2025-05-04 4.102826 9.197825 19.154860 39.306409 77.975608 147.228427 277.848401
2025-05-11 3.811487 8.738836 18.554303 38.765635 78.168775 149.743239 286.527134